Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
5,837.5 |
6,014.5 |
177.0 |
3.0% |
6,130.0 |
High |
6,030.0 |
6,014.5 |
-15.5 |
-0.3% |
6,180.0 |
Low |
5,783.0 |
5,767.0 |
-16.0 |
-0.3% |
5,783.0 |
Close |
6,017.5 |
5,809.0 |
-208.5 |
-3.5% |
6,017.5 |
Range |
247.0 |
247.5 |
0.5 |
0.2% |
397.0 |
ATR |
196.1 |
200.0 |
3.9 |
2.0% |
0.0 |
Volume |
8,048 |
47,456 |
39,408 |
489.7% |
19,111 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,606.0 |
6,455.0 |
5,945.1 |
|
R3 |
6,358.5 |
6,207.5 |
5,877.1 |
|
R2 |
6,111.0 |
6,111.0 |
5,854.4 |
|
R1 |
5,960.0 |
5,960.0 |
5,831.7 |
5,911.8 |
PP |
5,863.5 |
5,863.5 |
5,863.5 |
5,839.4 |
S1 |
5,712.5 |
5,712.5 |
5,786.3 |
5,664.3 |
S2 |
5,616.0 |
5,616.0 |
5,763.6 |
|
S3 |
5,368.5 |
5,465.0 |
5,740.9 |
|
S4 |
5,121.0 |
5,217.5 |
5,672.9 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,184.5 |
6,998.0 |
6,235.9 |
|
R3 |
6,787.5 |
6,601.0 |
6,126.7 |
|
R2 |
6,390.5 |
6,390.5 |
6,090.3 |
|
R1 |
6,204.0 |
6,204.0 |
6,053.9 |
6,098.8 |
PP |
5,993.5 |
5,993.5 |
5,993.5 |
5,940.9 |
S1 |
5,807.0 |
5,807.0 |
5,981.1 |
5,701.8 |
S2 |
5,596.5 |
5,596.5 |
5,944.7 |
|
S3 |
5,199.5 |
5,410.0 |
5,908.3 |
|
S4 |
4,802.5 |
5,013.0 |
5,799.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,145.5 |
5,767.0 |
378.5 |
6.5% |
211.2 |
3.6% |
11% |
False |
True |
12,935 |
10 |
6,180.0 |
5,703.0 |
477.0 |
8.2% |
193.7 |
3.3% |
22% |
False |
False |
7,420 |
20 |
6,180.0 |
5,382.0 |
798.0 |
13.7% |
177.0 |
3.0% |
54% |
False |
False |
4,125 |
40 |
6,456.0 |
5,382.0 |
1,074.0 |
18.5% |
192.5 |
3.3% |
40% |
False |
False |
2,344 |
60 |
6,456.0 |
5,001.0 |
1,455.0 |
25.0% |
194.5 |
3.3% |
56% |
False |
False |
1,738 |
80 |
6,456.0 |
4,988.0 |
1,468.0 |
25.3% |
191.4 |
3.3% |
56% |
False |
False |
2,286 |
100 |
7,454.0 |
4,988.0 |
2,466.0 |
42.5% |
204.4 |
3.5% |
33% |
False |
False |
1,861 |
120 |
7,570.5 |
4,988.0 |
2,582.5 |
44.5% |
181.5 |
3.1% |
32% |
False |
False |
1,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,066.4 |
2.618 |
6,662.5 |
1.618 |
6,415.0 |
1.000 |
6,262.0 |
0.618 |
6,167.5 |
HIGH |
6,014.5 |
0.618 |
5,920.0 |
0.500 |
5,890.8 |
0.382 |
5,861.5 |
LOW |
5,767.0 |
0.618 |
5,614.0 |
1.000 |
5,519.5 |
1.618 |
5,366.5 |
2.618 |
5,119.0 |
4.250 |
4,715.1 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
5,890.8 |
5,926.8 |
PP |
5,863.5 |
5,887.5 |
S1 |
5,836.3 |
5,848.3 |
|